+96.3%
VTR vs IFF
-20.3%
+116.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.9% |
| 30D | +1.1% | -0.3% | +1.4% | +1.1% |
| 3M | +7.9% | +8.4% | -0.5% | +4.2% |
| 6M | +6.2% | +23.0% | -16.9% | -3.6% |
| YTD | +17.7% | +25.5% | -7.7% | +5.5% |
| 1Y | +32.9% | +29.1% | +3.8% | +17.2% |
| 3Y | +129.7% | +31.7% | +98.0% | +94.1% |
| 5Y | +89.3% | -35.2% | +124.5% | +111.4% |
| All | +96.3% | -20.3% | +116.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling